E-mini S&P 500 Future June 2013


Trading Metrics calculated at close of trading on 10-May-2013
Day Change Summary
Previous Current
09-May-2013 10-May-2013 Change Change % Previous Week
Open 1,628.25 1,626.00 -2.25 -0.1% 1,608.25
High 1,632.25 1,631.00 -1.25 -0.1% 1,632.25
Low 1,620.00 1,620.25 0.25 0.0% 1,607.25
Close 1,624.50 1,629.50 5.00 0.3% 1,629.50
Range 12.25 10.75 -1.50 -12.2% 25.00
ATR 16.79 16.36 -0.43 -2.6% 0.00
Volume 1,825,700 1,641,619 -184,081 -10.1% 7,531,783
Daily Pivots for day following 10-May-2013
Classic Woodie Camarilla DeMark
R4 1,659.25 1,655.00 1,635.50
R3 1,648.50 1,644.25 1,632.50
R2 1,637.75 1,637.75 1,631.50
R1 1,633.50 1,633.50 1,630.50 1,635.50
PP 1,627.00 1,627.00 1,627.00 1,628.00
S1 1,622.75 1,622.75 1,628.50 1,625.00
S2 1,616.25 1,616.25 1,627.50
S3 1,605.50 1,612.00 1,626.50
S4 1,594.75 1,601.25 1,623.50
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 1,698.00 1,688.75 1,643.25
R3 1,673.00 1,663.75 1,636.50
R2 1,648.00 1,648.00 1,634.00
R1 1,638.75 1,638.75 1,631.75 1,643.50
PP 1,623.00 1,623.00 1,623.00 1,625.25
S1 1,613.75 1,613.75 1,627.25 1,618.50
S2 1,598.00 1,598.00 1,625.00
S3 1,573.00 1,588.75 1,622.50
S4 1,548.00 1,563.75 1,615.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,632.25 1,607.25 25.00 1.5% 11.25 0.7% 89% False False 1,506,356
10 1,632.25 1,573.75 58.50 3.6% 14.75 0.9% 95% False False 1,537,914
20 1,632.25 1,530.75 101.50 6.2% 18.50 1.1% 97% False False 1,785,306
40 1,632.25 1,529.50 102.75 6.3% 17.75 1.1% 97% False False 1,810,242
60 1,632.25 1,476.25 156.00 9.6% 17.00 1.0% 98% False False 1,387,110
80 1,632.25 1,453.75 178.50 11.0% 15.75 1.0% 98% False False 1,041,185
100 1,632.25 1,375.75 256.50 15.7% 15.75 1.0% 99% False False 833,214
120 1,632.25 1,334.00 298.25 18.3% 15.00 0.9% 99% False False 694,404
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.03
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,676.75
2.618 1,659.25
1.618 1,648.50
1.000 1,641.75
0.618 1,637.75
HIGH 1,631.00
0.618 1,627.00
0.500 1,625.50
0.382 1,624.25
LOW 1,620.25
0.618 1,613.50
1.000 1,609.50
1.618 1,602.75
2.618 1,592.00
4.250 1,574.50
Fisher Pivots for day following 10-May-2013
Pivot 1 day 3 day
R1 1,628.25 1,628.00
PP 1,627.00 1,626.25
S1 1,625.50 1,624.50

These figures are updated between 7pm and 10pm EST after a trading day.

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